Test the trade.
Before you take it.
Explore how entry price, future yield and time change your YT outcome.
Build a scenario
Fees and yield notional
Assumed at 1 quote unit per YT. Adjust for the vault’s yield accounting; this value is not inferred from its token price.
Projected outcome
AT EXPIRY- Total proceeds
- 957.89 quote units
- Entry + exit trading fees
- 0 quote units
- Assumed exit price / YT
- 0 quote units
- Maximum modeled loss
- 1,000 quote units (100%)
YT has zero residual value at maturity. Only modeled accrued yield contributes to proceeds.
Yield sensitivity
Varying future APY with holding period, fees and assumed exit price held constant.
Compare the outcomes
SAME BUDGET · DIFFERENT YIELD| Scenario | Future APY | Accrued yield | Sale proceeds | Net P/L | Return |
|---|---|---|---|---|---|
| Zero yield | 0.00% | 0 | 0 | -1,000 | -100.00% |
| Half yield | 4.00% | 485.89 | 0 | -514.11 | -51.41% |
| Your scenario | 8.00% | 957.89 | 0 | -42.11 | -4.21% |
| Higher yield | 12.00% | 1,416.91 | 0 | 416.91 | 41.69% |
| Double yield | 16.00% | 1,863.73 | 0 | 863.73 | 86.37% |
All amounts in quote units. Zero-yield expiry produces a full loss of the budget. No principal is returned by YT.
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Model assumptions and calculation method
This is a scenario model, not a forecast. Quantity = budget ÷ [entry price × (1 + trading fee)]. Yield = quantity × assumed yield-bearing notional × [(1 + future APY)^(holding days/365) − 1] × (1 − yield fee). Early-sale proceeds = quantity × assumed exit price × (1 − trading fee); sale proceeds are always zero at maturity. Net P/L = yield + sale proceeds − budget.
Assumes a constant nonnegative future rate and ACT/365 effective compounding. Excludes rewards, points, network fees, slippage, changes in asset price or vault exchange rate, principal impairment and liquidity constraints. Fees default to zero and must be adjusted for your scenario. Protocol accounting and realized receipts can differ.